-26.4%
APP vs HIG
+5.3%
-31.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +4.1% |
| 7D | +4.6% | +2.6% | +2.0% | +5.8% |
| 30D | +56.0% | +4.2% | +51.8% | +59.0% |
| 3M | +30.8% | +0.2% | +30.6% | +30.6% |
| 6M | -9.8% | +4.6% | -14.4% | -8.1% |
| YTD | -39.3% | +1.1% | -40.4% | -39.3% |
| 1Y | -26.4% | +4.7% | -31.1% | -25.7% |
| All | -26.4% | +5.3% | -31.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling